Share price$19.34
1D+1.4%
Sold putSold callAH
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Market datapartial · fetched 2026-10-23T04:11:12.501Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T23:00:00.003731837Z
FundamentalsAlpha Vantage · unavailable
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 34.50 | 185.4% | 83.0% | 15.21 | 128.6% | 24.5% |
| 25Δ | 29.47 | 163.3% | 57.9% | 17.60 | 58.6% | 11.7% |
| 30Δ | 24.46 | 113.6% | 31.4% | 18.01 | 58.2% | 10.5% |
| 35Δ | 22.93 | 92.9% | 23.4% | 18.41 | 57.9% | 9.3% |
| 40Δ | 21.41 | 72.3% | 15.4% | 18.82 | 57.6% | 8.1% |
| 45Δ | 19.96 | 53.3% | 7.9% | 19.22 | 57.2% | 6.9% |
| 50Δ | 19.40 | 56.8% | 7.2% | 19.62 | 56.9% | 5.7% |
| 55Δ | 18.83 | 60.2% | 6.5% | 20.04 | 56.8% | 4.6% |
| 60Δ | 18.27 | 63.7% | 5.7% | 20.64 | 59.5% | 4.0% |
| 65Δ | 17.70 | 67.1% | 5.0% | 21.24 | 62.3% | 3.4% |
| 70Δ | 17.14 | 70.6% | 4.3% | 21.84 | 65.1% | 2.8% |
| 75Δ | 16.58 | 74.1% | 3.6% | 22.43 | 67.8% | 2.2% |
| 80Δ | 16.01 | 77.5% | 2.9% | 25.11 | 75.8% | 1.6% |
| Date | IV |
|---|---|
| 51.91% | |
| 53.72% |